CIK: 0001167456 · Show all filings
Period: Q3 2016 (← Previous) (Next →)
Filing Date: Nov 14, 2016
Total Value ($000): $10,191,871 (64.8% shares, 35.2% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | NVIDIA CORP | 200,000,000 | $662,155 | 6.5% | $1.63 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | VERISIGN INC | 136,800,000 | $314,213 | 3.1% | $1.85 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | NOVELLUS SYS INC | 102,414,000 | $285,799 | 2.8% | $2.79 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | MICROCHIP TECHNOLOGY INC | 87,600,000 | $227,048 | 2.2% | $1.96 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | INTEL CORP | 119,951,000 | $219,586 | 2.2% | $1.59 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | TYSON FOODS INC | 2,510,325 | $206,826 | 2.0% | $49.94 | — | UNIT 99/99/9999 | 902494301 |
| — | YAHOO INC | 4,567,237 | $196,848 | 1.9% | $39.09 | — | COM | 984332106 |
| KLAC | KLA-TENCOR CORP | 2,786,420 | $194,241 | 1.9% | $56.21 | +9.4% | COM | 482480100 |
| — | T MOBILE US INC | 2,443,375 | $190,974 | 1.9% | $63.49 | — | CONV PFD SER A | 872590203 |
| — | LINEAR TECHNOLOGY CORP | 3,078,701 | $182,536 | 1.8% | $59.29 | — | COM | 535678106 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 214,250 | $175,471 | 1.7% | $831.86 | — | PFD CONV SER A | G0177J116 |
| — | WHITEWAVE FOODS CO | 3,207,343 | $174,576 | 1.7% | $54.43 | — | COM | 966244105 |
| — | DOW CHEM CO | 3,291,160 | $170,581 | 1.7% | $51.63 | — | COM | 260543103 |
| — | VALSPAR CORP | 1,595,163 | $169,199 | 1.7% | $107.05 | — | COM | 920355104 |
| — | ST JUDE MED INC | 2,082,346 | $166,088 | 1.6% | $78.31 | — | COM | 790849103 |
| — | RITE AID CORP | 20,112,819 | $154,668 | 1.5% | $7.90 | — | COM | 767754104 |
| — | CIGNA CORPORATION | 1,184,641 | $154,382 | 1.5% | $139.23 | — | COM | 125509109 |
| HUM | HUMANA INC | 851,693 | $150,656 | 1.5% | $165.35 | -2.8% | COM | 444859102 |
| — | SPECTRA ENERGY CORP | 3,473,825 | $148,506 | 1.5% | $42.75 | — | COM | 847560109 |
| — | CST BRANDS INC | 2,993,864 | $143,975 | 1.4% | $48.09 | — | COM | 12646R105 |
| STLA 7.875 12/15/16 FCAU | FIAT CHRYSLER AUTOMOBILES N | 2,186,825 | $140,640 | 1.4% | $60.13 | — | MAN COV SEC 16 | N31738110 |
| — | WESTAR ENERGY INC | 2,468,433 | $140,084 | 1.4% | $56.31 | — | COM | 95709T100 |
| — | MONSANTO CO NEW | 1,313,280 | $134,217 | 1.3% | $102.42 | — | COM | 61166W101 |
| — | CEPHEID | 2,545,865 | $134,142 | 1.3% | $52.69 | — | COM | 15670R107 |
| — | ENVISION HEALTHCARE HLDGS IN | 5,404,496 | $120,358 | 1.2% | $22.75 | — | COM | 29413U103 |
| — | PALO ALTO NETWORKS INC | 76,050,000 | $116,309 | 1.1% | $1.63 | — | NOTE 7/0 | 697435AB1 |
| — | WEATHERFORD INTL LTD | 101,725,000 | $114,377 | 1.1% | $1.11 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | ITC HLDGS CORP | 2,425,547 | $112,739 | 1.1% | $45.33 | — | COM | 465685105 |
| — | RACKSPACE HOSTING INC | 3,263,415 | $103,418 | 1.0% | $31.69 | — | COM | 750086100 |
| — | MOLINA HEALTHCARE INC | 66,325,000 | $100,938 | 1.0% | $1.53 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | WELLPOINT INC | 54,129,000 | $95,064 | 0.9% | $2.04 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | QUINTILES TRANSNATIO HLDGS I | 1,153,791 | $93,526 | 0.9% | $69.27 | — | COM | 74876Y101 |
| — | LINKEDIN CORP | 488,421 | $93,347 | 0.9% | $189.49 | — | COM CL A | 53578A108 |
| — | INTERSIL CORP | 4,022,602 | $88,216 | 0.9% | $21.93 | — | CL A | 46069S109 |
| — | ALERE INC | 1,998,698 | $86,424 | 0.8% | $49.77 | — | COM | 01449J105 |
| — | PRICELINE GRP INC | 53,675,000 | $85,209 | 0.8% | $1.42 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | ANTHEM INC | 1,946,450 | $85,196 | 0.8% | $48.39 | — | UNIT 05/01/20188 | 036752202 |
| — | G & K SVCS INC | 862,378 | $82,348 | 0.8% | $95.49 | — | CL A | 361268105 |
| — | PIEDMONT NAT GAS INC | 1,314,292 | $78,910 | 0.8% | $57.72 | — | COM | 720186105 |
| — | PRIVATEBANCORP INC | 1,642,010 | $75,401 | 0.7% | $44.96 | — | COM | 742962103 |
| — | POST PPTYS INC | 1,091,724 | $72,196 | 0.7% | $66.13 | — | COM | 737464107 |
| — | AVG TECHNOLOGIES N V | 2,866,874 | $71,701 | 0.7% | $25.01 | — | SHS | N07831105 |
| — | NETSUITE INC | 640,004 | $70,842 | 0.7% | $110.69 | — | COM | 64118Q107 |
| — | EMPIRE DIST ELEC CO | 1,910,333 | $65,219 | 0.6% | $33.61 | — | COM | 291641108 |
| — | LEXMARK INTL INC | 1,559,830 | $62,331 | 0.6% | $38.53 | — | CL A | 529771107 |
| — | WELLTOWER INC | 914,825 | $61,179 | 0.6% | $60.73 | — | 6.50% PFD PREPET | 95040Q203 |
| — | EVERBANK FINL CORP | 3,102,727 | $60,069 | 0.6% | $19.36 | — | COM | 29977G102 |
| — | ASTORIA FINL CORP | 4,078,669 | $59,549 | 0.6% | $15.85 | — | COM | 046265104 |
| — | HERBALIFE LTD | 59,700,000 | $59,178 | 0.6% | $0.87 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | CVENT INC | 1,851,619 | $58,715 | 0.6% | $34.86 | — | COM | 23247G109 |
| — | MICRON TECHNOLOGY INC | 29,975,000 | $57,177 | 0.6% | $2.82 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | LINKEDIN CORP | 56,115,000 | $55,869 | 0.5% | $1.03 | — | NOTE 0.500%11/0 | 53578AAB4 |
| — | CHEMTURA CORP | 1,700,000 | $55,777 | 0.5% | $32.81 | — | COM NEW | 163893209 |
| — | TESLA MTRS INC | 34,125,000 | $55,155 | 0.5% | $1.65 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| — | YADKIN FINL CORP | 2,090,082 | $54,948 | 0.5% | $26.29 | — | COM | 984305102 |
| — | EXELON CORP | 1,127,825 | $53,233 | 0.5% | $48.27 | — | UNIT 99/99/9999 | 30161N127 |
| — | FLEETMATICS GROUP PLC | 885,724 | $53,126 | 0.5% | $59.98 | — | COM | G35569105 |
| — | MEDICINES CO | 40,475,000 | $52,592 | 0.5% | $1.13 | — | NOTE 2.500% 1/1 | 584688AE5 |
| — | ROFIN SINAR TECHNOLOGIES INC | 1,618,911 | $52,097 | 0.5% | $32.10 | — | COM | 775043102 |
| — | INTERACTIVE INTELLIGENCE GRO | 822,297 | $49,453 | 0.5% | $60.14 | — | COM | 45841V109 |
| — | DYCOM INDS INC | 44,600,000 | $48,837 | 0.5% | $1.09 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | TALEN ENERGY CORP | 3,269,411 | $45,281 | 0.4% | $13.64 | — | COM | 87422J105 |
| — | VIRGIN AMER INC | 843,307 | $45,125 | 0.4% | $55.10 | — | COM VTG | 92765X208 |
| — | ALLEGHENY TECHNOLOGIES INC | 31,525,000 | $44,628 | 0.4% | $1.37 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | CEMEX SAB DE CV | 39,500,000 | $44,536 | 0.4% | $1.06 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | EURONET WORLDWIDE INC | 32,894,000 | $41,570 | 0.4% | $1.19 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | INCONTACT INC | 2,915,688 | $40,761 | 0.4% | $13.87 | — | COM | 45336E109 |
| — | JOY GLOBAL INC | 1,466,500 | $40,681 | 0.4% | $27.74 | — | COM | 481165108 |
| — | FRONTIER COMMUNICATIONS CORP | 483,025 | $40,574 | 0.4% | $93.38 | — | PFD CONV SER-A | 35906A207 |
| — | STARWOOD PPTY TR INC | 34,825,000 | $39,483 | 0.4% | $1.14 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | MICRON TECHNOLOGY INC | 20,700,000 | $39,356 | 0.4% | $2.57 | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | FMC TECHNOLOGIES INC | 1,324,091 | $39,286 | 0.4% | $29.67 | — | COM | 30249U101 |
| — | TWENTY FIRST CENTY FOX INC | 1,606,269 | $38,904 | 0.4% | $25.44 | — | CL A | 90130A101 |
| — | PRESS GANEY HLDGS INC | 931,976 | $37,652 | 0.4% | $40.40 | — | COM | 74113L102 |
| — | RAPTOR PHARMACEUTICAL CORP | 4,062,563 | $36,441 | 0.4% | $8.97 | — | COM | 75382F106 |
| — | SPIRIT RLTY CAP INC NEW | 32,725,000 | $36,202 | 0.4% | $0.98 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | MICRON TECHNOLOGY INC | 18,755,000 | $33,185 | 0.3% | $1.82 | — | NOTE 2.125% 2/1 | 595112AV5 |
| — | APOLLO ED GROUP INC | 4,162,232 | $33,090 | 0.3% | $8.62 | — | CL A | 037604105 |
| — | ON SEMICONDUCTOR CORP | 26,714,000 | $31,923 | 0.3% | $1.13 | — | NOTE 2.625%12/1 | 682189AH8 |
| CC | CHEMOURS CO | 1,991,742 | $31,868 | 0.3% | $5.76 | +44.5% | COM | 163851108 |
| — | DYNEGY INC NEW DEL | 374,750 | $31,093 | 0.3% | $99.57 | — | UNIT 07/01/20191 | 26817R405 |
| — | BLACK HILLS CORP | 448,500 | $30,969 | 0.3% | $60.80 | — | UNIT 99/99/9999 | 092113125 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 29,525,000 | $30,374 | 0.3% | $1.03 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | INFOBLOX INC | 1,143,902 | $30,165 | 0.3% | $26.37 | — | COM | 45672H104 |
| — | WEBMD HEALTH CORP | 25,875,000 | $29,983 | 0.3% | $1.06 | — | NOTE 1.500%12/0 | 94770VAK8 |
| — | TTM TECHNOLOGIES INC | 22,500,000 | $29,869 | 0.3% | $1.04 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | EMERGENT BIOSOLUTIONS INC | 24,150,000 | $29,659 | 0.3% | $1.16 | — | NOTE 2.875% 1/1 | 29089QAB1 |
| — | CARMIKE CINEMAS INC | 893,355 | $29,204 | 0.3% | $30.04 | — | COM | 143436400 |
| — | MERITOR INC | 21,281,000 | $28,729 | 0.3% | $1.48 | — | NOTE 7.875% 3/0 | 59001KAC4 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 1,246,576 | $28,360 | 0.3% | $7.03 | +34.2% | COM | 42824C109 |
| — | INGRAM MICRO INC | 789,021 | $28,136 | 0.3% | $35.80 | — | CL A | 457153104 |
| — | WEBMD HEALTH CORP | 26,675,000 | $27,825 | 0.3% | $1.01 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 11,400,000 | $26,933 | 0.3% | $2.36 | — | NOTE 1.750%12/0 | 874054AC3 |
| EBAY | EBAY INC | 808,691 | $26,606 | 0.3% | $24.56 | +9.4% | COM | 278642103 |
| — | STANDARD PAC CORP NEW | 24,880,000 | $26,046 | 0.3% | $1.16 | — | NOTE 1.250% 8/0 | 85375CBC4 |
| HE | HAWAIIAN ELEC INDUSTRIES | 863,928 | $25,788 | 0.3% | $33.08 | -7.1% | COM | 419870100 |
| — | BATS GLOBAL MKTS INC | 828,204 | $24,954 | 0.2% | $30.13 | — | COM | 05491G109 |
| — | NORTHSTAR RLTY FIN CORP | 1,874,881 | $24,692 | 0.2% | $11.96 | — | COM | 66704R803 |
| — | AMERICAN CAP LTD | 1,439,225 | $24,337 | 0.2% | $15.83 | — | COM | 02503Y103 |
| RACE | FERRARI N V | 464,959 | $24,117 | 0.2% | $41.15 | +13.2% | COM | N3167Y103 |
| CABO | CABLE ONE INC | 40,974 | $23,929 | 0.2% | $394.49 | +22.7% | COM | 12685J105 |
| — | NORTHSTAR ASSET MGMT GROUP I | 1,846,810 | $23,879 | 0.2% | $12.05 | — | COM | 66705Y104 |
| — | ISLE OF CAPRI CASINOS INC | 1,041,219 | $23,198 | 0.2% | $22.28 | — | COM | 464592104 |
| — | MEDIA GEN INC NEW | 1,248,350 | $23,007 | 0.2% | $16.10 | — | COM | 58441K100 |
| — | KLX INC | 653,429 | $23,001 | 0.2% | $31.48 | — | COM | 482539103 |
| ENR | ENERGIZER HLDGS INC NEW | 459,264 | $22,945 | 0.2% | $28.91 | +24.7% | COM | 29272W109 |
| — | ACORDA THERAPEUTICS INC | 26,950,000 | $22,116 | 0.2% | $0.98 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| FTV | FORTIVE CORP | 431,180 | $21,947 | 0.2% | $30.87 | 0.0% | COM | 34959J108 |
| — | PDL BIOPHARMA INC | 22,225,000 | $21,697 | 0.2% | $0.96 | — | NOTE 4.000% 2/0 | 69329YAF1 |
| — | MSG NETWORK INC | 1,148,240 | $21,369 | 0.2% | $19.37 | — | CL A | 553573106 |
| — | MENTOR GRAPHICS CORP | 15,775,000 | $21,099 | 0.2% | $1.05 | — | SDCV 4.000% 4/0 | 587200AK2 |
| BLD | TOPBUILD CORP | 630,211 | $20,923 | 0.2% | $29.87 | +17.9% | COM | 89055F103 |
| — | CARE CAP PPTYS INC | 718,484 | $20,477 | 0.2% | $30.70 | — | COM | 141624106 |
| — | SEACOR HOLDINGS INC | 20,150,000 | $20,326 | 0.2% | $0.98 | — | NOTE 2.500%12/1 | 811904AM3 |
| LITE | LUMENTUM HLDGS INC | 486,472 | $20,320 | 0.2% | $22.37 | +47.0% | COM | 55024U109 |
| — | VITAE PHARMACEUTICALS INC | 942,400 | $19,715 | 0.2% | $20.92 | — | COM | 92847N103 |
| — | WHITING PETE CORP NEW | 20,400,000 | $19,686 | 0.2% | $0.90 | — | DBCV 1.250% 6/0 | 966387AU6 |
| — | CARDINAL FINL CORP | 752,783 | $19,640 | 0.2% | $26.09 | — | COM | 14149F109 |
| — | STARWOOD PPTY TR INC | 17,575,000 | $19,354 | 0.2% | $1.10 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | HORIZON PHARMA INVT LTD | 19,900,000 | $19,340 | 0.2% | $0.88 | — | NOTE 2.500% 3/1 | 44052TAB7 |
| NGVT | INGEVITY CORP | 418,013 | $19,270 | 0.2% | $32.01 | +31.9% | COM | 45688C107 |
| — | AGRIUM INC | 211,676 | $19,197 | 0.2% | $90.69 | — | COM | 008916108 |
| — | HURON CONSULTING GROUP INC | 18,800,000 | $19,035 | 0.2% | $1.02 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | MOLINA HEALTHCARE INC | 15,900,000 | $18,901 | 0.2% | $1.19 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | AEP INDS INC | 171,558 | $18,763 | 0.2% | $109.37 | — | COM | 001031103 |
| — | COMMUNICATIONS SALES&LEAS IN | 593,214 | $18,633 | 0.2% | $23.10 | — | COM | 20341J104 |
| — | PROSPECT CAPITAL CORPORATION | 18,700,000 | $18,571 | 0.2% | $0.94 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| — | COLONY CAP INC | 18,375,000 | $18,053 | 0.2% | $0.96 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| UE | URBAN EDGE PPTYS | 635,214 | $17,875 | 0.2% | $25.21 | — | COM | 91704F104 |
| KEYS | KEYSIGHT TECHNOLOGIES INC | 547,926 | $17,364 | 0.2% | $29.50 | +0.8% | COM | 49338L103 |
| — | DELL TECHNOLOGIES INC | 360,693 | $17,241 | 0.2% | $47.80 | — | COM CL V | 24703L103 |
| — | OASIS PETE INC NEW | 15,000,000 | $16,997 | 0.2% | $1.13 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| — | VECTOR GROUP LTD | 11,050,000 | $16,412 | 0.2% | $1.45 | — | FRNT 1/1 | 92240MAY4 |
| — | GENCORP INC | 8,250,000 | $16,118 | 0.2% | $2.58 | — | SDCV 4.062%12/3 | 368682AN0 |
| — | DOMINION RES INC VA NEW | 305,425 | $15,439 | 0.2% | $50.55 | — | UNIT 08/15/2019 | 25746U836 |
| — | STARZ | 476,640 | $14,866 | 0.1% | $29.92 | — | COM SER A | 85571Q102 |
| — | WRIGHT MED GROUP INC | 13,800,000 | $14,809 | 0.1% | $0.90 | — | NOTE 2.000% 2/1 | 98235TAE7 |
| — | CF CORP | 1,500,000 | $14,685 | 0.1% | $9.79 | — | SHS CL A | G20307107 |
| — | VECTOR GROUP LTD | 12,625,000 | $14,448 | 0.1% | $1.15 | — | NOTE 1.750% 4/1 | 92240MBC1 |
| — | SOUTHWESTERN ENERGY CO | 446,775 | $14,255 | 0.1% | $46.40 | — | DEP SHS 1/20 B | 845467208 |
| — | GCP APPLIED TECHNOLOGIES INC | 501,564 | $14,204 | 0.1% | $22.29 | — | COM | 36164Y101 |
| — | HALYARD HEALTH INC | 402,121 | $13,938 | 0.1% | $31.03 | — | COM | 40650V100 |
| — | TIVO CORP | 700,434 | $13,644 | 0.1% | $19.48 | — | COM | 88870P106 |
| — | CHENIERE ENERGY INC | 21,075,000 | $13,475 | 0.1% | $0.82 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | SUNPOWER CORP | 14,450,000 | $13,240 | 0.1% | $1.11 | — | DBCV 0.750% 6/0 | 867652AG4 |
| — | CONVERGYS CORP | 4,725,000 | $13,047 | 0.1% | $2.10 | — | SDCV 5.750% 9/1 | 212485AE6 |
| — | CDK GLOBAL INC | 207,733 | $11,916 | 0.1% | $46.76 | — | COM | 12508E101 |
| — | J2 GLOBAL INC | 9,150,000 | $10,631 | 0.1% | $1.16 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | SILICON GRAPHICS INTL CORP | 1,334,208 | $10,273 | 0.1% | $7.70 | — | COM | 82706L108 |
| — | SPIRIT RLTY CAP INC NEW | 9,025,000 | $10,260 | 0.1% | $0.98 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | DOMINION RES INC VA NEW | 200,000 | $10,012 | 0.1% | $50.06 | — | UNIT 99/99/9999 | 25746U869 |
| — | INTEL CORP | 7,225,000 | $9,993 | 0.1% | $1.27 | — | SDCV 12/1 | 458140AD2 |
| — | FIDELITY & GTY LIFE | 414,291 | $9,607 | 0.1% | $25.09 | — | COM | 315785105 |
| — | M III ACQUISITION CORP | 965,221 | $9,459 | 0.1% | $9.80 | — | UNIT 99/99/9999T | 55378T203 |
| — | PARKWAY PPTYS INC | 554,910 | $9,439 | 0.1% | $16.73 | — | COM | 70159Q104 |
| — | GANNETT CO INC | 805,882 | $9,380 | 0.1% | $15.78 | — | COM | 36473H104 |
| — | AROWANA INC | 875,000 | $8,916 | 0.1% | $9.77 | — | SHS | G05011104 |
| — | STILLWATER MNG CO | 7,000,000 | $8,435 | 0.1% | $1.21 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | RYLAND GROUP INC | 7,000,000 | $8,413 | 0.1% | $1.22 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| HLF | HERBALIFE LTD | 135,505 | $8,400 | 0.1% | $23.15 | +36.4% | COM USD SHS | G4412G101 |
| LBRDA | LIBERTY BROADBAND CORP | 119,712 | $8,399 | 0.1% | $48.59 | +27.1% | COM SER A | 530307107 |
| — | EPIQ SYS INC | 507,969 | $8,376 | 0.1% | $16.49 | — | COM | 26882D109 |
| — | STELLAR ACQUISITION III INC | 800,000 | $7,976 | 0.1% | $9.97 | — | UNIT 03/22/2022 | Y8172W123 |
| — | EZCORP INC | 8,000,000 | $7,915 | 0.1% | $0.91 | — | NOTE 2.625% 6/1 | 302301AB2 |
| — | THERAVANCE INC | 8,950,000 | $7,540 | 0.1% | $0.84 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | SUFFOLK BANCORP | 199,804 | $6,947 | 0.1% | $32.03 | — | COM | 864739107 |
| — | GENERAL CABLE CORP DEL NEW | 9,852,000 | $6,632 | 0.1% | $0.76 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | STERICYCLE INC | 100,000 | $6,608 | 0.1% | $66.08 | — | DEP PFD A 1/10 | 858912207 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 6,250,000 | $6,250 | 0.1% | $1.06 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| — | AMYRIS INC | 12,049,000 | $6,228 | 0.1% | $1.07 | — | DBCV 9.500% 4/1 | 03236MAD3 |
| — | NETSUITE INC | 5,000,000 | $5,544 | 0.1% | $1.11 | — | NOTE 0.250% 6/0 | 64118QAB3 |
| — | ENDOCHOICE HLDGS INC | 686,049 | $5,475 | 0.1% | $7.98 | — | COM | 29272U103 |
| — | HYDRA INDS ACQUISITION CORP | 539,900 | $5,377 | 0.1% | $9.45 | — | COM | 448740100 |
| — | CYNAPSUS THERAPEUTICS INC | 133,503 | $5,369 | 0.1% | $40.22 | — | COM PAR NO PAR | 23257Y859 |
| — | ALON USA ENERGY INC | 5,450,000 | $5,208 | 0.1% | $1.28 | — | NOTE 3.000% 9/1 | 020520AB8 |
| — | LANDCADIA HLDGS INC | 500,000 | $5,125 | 0.1% | $10.03 | — | UNIT 12/31/2021T | 51476W206 |
| — | KLR ENERGY ACQUISITION CORP | 500,000 | $5,060 | 0.0% | $10.12 | — | CL A | 49877M108 |
| — | PATTERN ENERGY GROUP INC | 5,000,000 | $5,056 | 0.0% | $1.01 | — | NOTE 4.000% 7/1 | 70338PAB6 |
| — | SUNEDISON SEMICONDUCTOR LTD | 440,516 | $5,017 | 0.0% | $11.39 | — | SHS | Y8213L102 |
| — | MONSTER WORLDWIDE INC | 5,000,000 | $5,016 | 0.0% | $1.13 | — | NOTE 3.500%10/1 | 611742AB3 |
| — | M I ACQUISITIONS INC | 500,000 | $5,010 | 0.0% | $10.02 | — | UNIT 99/99/9999 | 55304A203 |
| — | PACIFIC SPL ACQUISITION CORP | 415,000 | $4,254 | 0.0% | $9.85 | — | SHS | G68588105 |
| — | RAMBUS INC DEL | 3,575,000 | $4,223 | 0.0% | $1.23 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | INTERACTIVE INTELLIGENCE GRO | 3,500,000 | $4,049 | 0.0% | $1.16 | — | NOTE 1.250% 6/0 | 45841VAB5 |
| — | CITRIX SYS INC | 47,200 | $4,022 | 0.0% | $68.12 | — | COM | 177376100 |
| — | AMERICAN RLTY CAP PPTYS INC | 4,000,000 | $3,995 | 0.0% | $1.00 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | AMERICAN RLTY CAP PPTYS INC | 3,875,000 | $3,965 | 0.0% | $1.02 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | INTEROIL CORP | 73,833 | $3,760 | 0.0% | $50.93 | — | COM | 460951106 |
| NWSA | NEWS CORP NEW | 265,042 | $3,705 | 0.0% | $12.36 | -4.5% | CL A | 65249B109 |
| — | ORIGO ACQUISITION CORP | 350,000 | $3,605 | 0.0% | $10.22 | — | SHS | G67789126 |
| — | DTS INC | 82,900 | $3,527 | 0.0% | $42.55 | — | COM | 23335C101 |
| — | HEALTHWAYS INC | 2,250,000 | $3,275 | 0.0% | $1.17 | — | NOTE 1.500% 7/0 | 422245AB6 |
| — | AMTRUST FINL SVCS INC | 3,425,000 | $2,988 | 0.0% | $0.79 | — | NOTE 2.750%12/1 | 032359AG6 |
| — | TOBIRA THERAPEUTICS INC | 75,000 | $2,981 | 0.0% | $39.75 | — | COM | 88883P101 |
| — | COWEN GROUP INC NEW | 3,050,000 | $2,976 | 0.0% | $1.14 | — | NOTE 3.000% 3/1 | 223622AB7 |
| — | WCI CMNTYS INC | 125,419 | $2,975 | 0.0% | $23.78 | — | COM PAR $0.01 | 92923C807 |
| — | COMMUNITYONE BANCORP | 201,952 | $2,795 | 0.0% | $13.39 | — | COM | 20416Q108 |
| — | KEYCORP NEW | 20,000 | $2,725 | 0.0% | $129.65 | — | PFD 7.75% SR A | 493267405 |
| — | ISTAR INC | 2,600,000 | $2,626 | 0.0% | $1.20 | — | NOTE 3.000%11/1 | 45031UBR1 |
| — | AMAG PHARMACEUTICALS INC | 2,250,000 | $2,538 | 0.0% | $1.11 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | LIBERTY ALL STAR EQUITY FD | 474,160 | $2,456 | 0.0% | $5.83 | — | SH BEN INT | 530158104 |
| — | INVACARE CORP | 2,500,000 | $2,436 | 0.0% | $1.06 | — | SDCV 4.125% 2/0 | 461203AD3 |
| — | BLACKROCK RES & COMM STRAT T | 297,053 | $2,421 | 0.0% | $9.56 | — | SHS | 09257A108 |
| — | CENVEO CORP | 2,425,000 | $2,301 | 0.0% | $0.94 | — | NOTE 7.000% 5/1 | 15671BAJ0 |
| — | COMPUCREDIT HLDGS CORP | 5,000,000 | $2,150 | 0.0% | $0.42 | — | NOTE 5.875%11/3 | 20478NAD2 |
| — | BROOKDALE SR LIVING INC | 2,150,000 | $2,143 | 0.0% | $1.00 | — | NOTE 2.750% 6/1 | 112463AA2 |
| — | ENERNOC INC | 3,000,000 | $2,134 | 0.0% | $0.70 | — | DBCV 2.250% 8/1 | 292764AB3 |
| — | NATIONAL INTERSTATE CORP | 62,591 | $2,036 | 0.0% | $29.95 | — | COM | 63654U100 |
| — | APIGEE CORP | 116,022 | $2,019 | 0.0% | $17.40 | — | COM | 03765N108 |
| — | TRONC INC | 119,509 | $2,017 | 0.0% | $13.80 | — | COM | 89703P107 |
| — | JENSYN ACQUISITION CORP | 200,000 | $2,006 | 0.0% | $10.03 | — | COM | 47632B102 |
| — | STARWOOD WAYPOINT RESIDENTL | 1,850,000 | $1,989 | 0.0% | $1.03 | — | NOTE 4.500%10/1 | 85571WAD1 |
| — | LIBERTY TRIPADVISOR HLDGS IN | 90,211 | $1,971 | 0.0% | $26.61 | — | COM SER A | 531465102 |
| — | ACCURAY INC | 1,475,000 | $1,921 | 0.0% | $1.78 | — | DEBT 3.500% 2/0 | 004397AF2 |
| — | ALPINE GLOBAL PREMIER PPTYS | 341,438 | $1,895 | 0.0% | $6.77 | — | COM SBI | 02083A103 |
| — | ALBANY MOLECULAR RESH INC | 1,600,000 | $1,893 | 0.0% | $1.28 | — | NOTE 2.250%11/1 | 012423AB5 |
| — | SKULLCANDY INC | 290,482 | $1,842 | 0.0% | $6.26 | — | COM | 83083J104 |
| — | DHT HOLDINGS INC | 2,000,000 | $1,798 | 0.0% | $0.95 | — | DEBT 4.500%10/0 | 23335SAB2 |
| — | OCEAN SHORE HLDG CO NEW | 69,100 | $1,565 | 0.0% | $22.65 | — | COM | 67501R103 |
| — | VIMPELCOM LTD | 443,365 | $1,543 | 0.0% | $3.48 | — | SPONSORED ADR | 92719A106 |
| — | CORENERGY INFRASTRUCTURE TR | 1,500,000 | $1,519 | 0.0% | $0.85 | — | NOTE 7.000% 6/1 | 21870UAA4 |
| — | RESOURCE CAP CORP | 1,500,000 | $1,495 | 0.0% | $0.96 | — | NOTE 8.000% 1/1 | 76120WAB0 |
| TGLS | TECNOGLASS INC | 122,648 | $1,477 | 0.0% | $9.08 | 0.0% | SHS | G87264100 |
| — | COUSINS PPTYS INC | 138,819 | $1,449 | 0.0% | $10.44 | — | COM | 222795106 |
| — | AMSURG CORP | 11,400 | $1,446 | 0.0% | $124.12 | — | PFD CNV SR A-1 % | 03232P504 |
| — | CBRE CLARION GLOBAL REAL EST | 167,296 | $1,405 | 0.0% | $8.54 | — | COM | 12504G100 |
| — | GREEN PLAINS INC | 1,000,000 | $1,390 | 0.0% | $1.27 | — | NOTE 3.250%10/0 | 393222AD6 |
| — | MONSTER WORLDWIDE INC | 382,821 | $1,382 | 0.0% | $3.61 | — | COM | 611742107 |
| HRI | HERC HLDGS INC | 38,661 | $1,303 | 0.0% | $30.89 | 0.0% | COM | 42704L104 |
| — | SPECTRUM PHARMACEUTICALS INC | 1,450,000 | $1,300 | 0.0% | $0.92 | — | NOTE 2.750%12/1 | 84763AAB4 |
| — | GENERAL AMERN INVS INC | 36,364 | $1,187 | 0.0% | $31.17 | — | COM | 368802104 |
| — | CAPITOL ACQUISITION CORP III | 1,750,000 | $1,181 | 0.0% | $0.42 | — | *W EXP 10/13/202 | 14055M114 |
| — | HUNTINGTON BANCSHARES INC | 800 | $1,148 | 0.0% | $1336.25 | — | PFD CONV SER A | 446150401 |
| — | BOULEVARD ACQUISITION | 1,867,842 | $1,065 | 0.0% | $0.40 | — | *W EXP 09/25/202 | 10157Q110 |
| TRGP | TARGA RES CORP | 21,613 | $1,061 | 0.0% | $28.49 | +1.4% | COM | 87612G101 |
| — | CENTRAL SECS CORP | 48,916 | $1,039 | 0.0% | $21.80 | — | COM | 155123102 |
| — | RMR REAL ESTATE INCOME FUND | 46,636 | $1,014 | 0.0% | $20.76 | — | COM | 76970B101 |
| — | SABAN CAP ACQUISITION CORP | 100,000 | $1,008 | 0.0% | $10.08 | — | UNIT 99/99/9999 | 78516C205 |
| — | QUIDEL CORP | 1,000,000 | $1,008 | 0.0% | $1.09 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | ARES DYNAMIC CR ALLOCATION F | 64,371 | $956 | 0.0% | $15.90 | — | COM | 04014F102 |
| — | HUTCHINSON TECHNOLOGY INC | 236,795 | $942 | 0.0% | $3.59 | — | COM | 448407106 |
| — | HYDRA INDS ACQUISITION CORP | 2,000,000 | $900 | 0.0% | $0.37 | — | RIGHT 99/99/9999 | 448740126 |
| — | SPX CORP | 43,234 | $871 | 0.0% | $9.33 | — | COM | 784635104 |
| — | CARDCONNECT CORP | 775,000 | $845 | 0.0% | $1.09 | — | *W EXP 07/29/202 | 14141X116 |
| — | TRANSMONTAIGNE PARTNERS L P | 20,121 | $830 | 0.0% | $31.15 | — | COM UNIT L P | 89376V100 |
| — | MANITOWOC INC | 170,694 | $818 | 0.0% | $4.33 | — | COM | 563571108 |
| — | NEXEO SOLUTIONS INC | 1,381,000 | $815 | 0.0% | $0.69 | — | *W EXP 06/09/202 | 65342H110 |
| MPLX | MPLX LP | 23,015 | $779 | 0.0% | $50.41 | — | COM UNIT REP LTD | 55336V100 |
| — | FIRST TR HIGH INCOME L/S FD | 49,917 | $778 | 0.0% | $16.31 | — | COM | 33738E109 |
| EPD | ENTERPRISE PRODS PARTNERS L | 27,660 | $764 | 0.0% | $32.94 | — | COM | 293792107 |
| — | SILVER RUN ACQUISITION CORP | 139,166 | $751 | 0.0% | $3.18 | — | *W EXP 02/23/202 | 82811P119 |
| PJT | PJT PARTNERS INC | 26,861 | $732 | 0.0% | $20.55 | +9.9% | COM CL A | 69343T107 |
| — | LAKE SUNAPEE BK GROUP | 40,202 | $726 | 0.0% | $17.29 | — | COM | 510866106 |
| — | WILLIAMS PARTNERS L P NEW | 18,936 | $704 | 0.0% | $49.22 | — | COM UNIT LTD PAR | 96949L105 |
| AFIIQ | ARMSTRONG FLOORING INC | 37,209 | $703 | 0.0% | $16.04 | +19.0% | COM | 04238R106 |
| — | MODUSLINK GLOBAL SOLUTIONS I | 900,000 | $703 | 0.0% | $0.81 | — | NOTE 5.250% 3/0 | 60786LAB3 |
| — | BOSTON PRIVATE FINL HLDGS IN | 116,799 | $702 | 0.0% | $5.14 | — | *W EXP 11/21/201 | 101119113 |
| — | HYDRA INDS ACQUISITION CORP | 1,640,000 | $700 | 0.0% | $0.16 | — | *W EXP 10/20/202 | 448740118 |
| — | ONEOK PARTNERS LP | 17,057 | $681 | 0.0% | $37.99 | — | UNIT LTD PARTN | 68268N103 |
| — | CHICOPEE BANCORP INC | 35,108 | $649 | 0.0% | $18.30 | — | COM | 168565109 |
| — | ANI PHARMACEUTICALS INC | 525,000 | $648 | 0.0% | $1.15 | — | NOTE 3.000%12/0 | 00182CAA1 |
| — | ENABLE MIDSTREAM PARTNERS LP | 42,053 | $641 | 0.0% | $13.64 | — | COM UNIT RP IN | 292480100 |
| — | BOARDWALK PIPELINE PARTNERS | 37,202 | $638 | 0.0% | $14.56 | — | UT LTD PARTNER | 096627104 |
| — | MAGELLAN MIDSTREAM PRTNRS LP | 8,957 | $634 | 0.0% | $76.26 | — | COM UNIT RP LP | 559080106 |
| KMI | KINDER MORGAN INC DEL | 27,367 | $633 | 0.0% | $23.87 | -45.3% | COM | 49456B101 |
| — | DCP MIDSTREAM PARTNERS LP | 17,646 | $623 | 0.0% | $32.23 | — | COM UT LTD PTN | 23311P100 |
| — | RENEWABLE ENERGY GROUP INC | 675,000 | $622 | 0.0% | $0.93 | — | MTNF 2.750% 6/1 | 75972AAA1 |
| — | ENERGY TRANSFER PRTNRS L P | 16,605 | $614 | 0.0% | $53.51 | — | UNIT LTD PARTN | 29273R109 |
| — | RICE MIDSTREAM PARTNERS LP | 24,868 | $603 | 0.0% | $13.71 | — | UNIT LTD PARTN | 762819100 |
| — | SUMMIT MIDSTREAM PARTNERS LP | 26,128 | $599 | 0.0% | $25.37 | — | COM UNIT LTD | 866142102 |
| — | MANITOWOC FOODSERVICE INC | 36,879 | $598 | 0.0% | $14.74 | — | COM | 563568104 |
| — | HOLLY ENERGY PARTNERS L P | 17,387 | $590 | 0.0% | $31.38 | — | COM UT LTD PTN | 435763107 |
| — | BARNES & NOBLE ED INC | 61,196 | $586 | 0.0% | $12.71 | — | COM | 06777U101 |
| ATLC | ATLANTICUS HLDGS CORP | 191,430 | $586 | 0.0% | $2.61 | +13.6% | COM | 04914Y102 |
| — | NUSTAR ENERGY LP | 11,739 | $582 | 0.0% | $55.78 | — | UNIT COM | 67058H102 |
| — | CLOUGH GLOBAL OPPORTUNITIES | 59,632 | $577 | 0.0% | $10.21 | — | SH BEN INT | 18914E106 |
| — | WESTERN GAS PARTNERS LP | 10,341 | $569 | 0.0% | $61.23 | — | COM UNIT LP IN | 958254104 |
| — | TC PIPELINES LP | 9,875 | $563 | 0.0% | $58.89 | — | UT COM LTD PRT | 87233Q108 |
| PAA | PLAINS ALL AMERN PIPELINE L | 17,670 | $555 | 0.0% | $35.73 | — | UNIT LTD PARTN | 726503105 |
| — | EASTERLY ACQUISITION CORP | 925,000 | $555 | 0.0% | $0.33 | — | *W EXP 07/29/202 | 27616L110 |
| — | ALPINE GLOBAL DYNAMIC DIVD F | 62,961 | $548 | 0.0% | $10.19 | — | COM NEW | 02082E205 |
| — | FIRST TR ABERDEEN GLBL OPP F | 46,319 | $546 | 0.0% | $11.55 | — | COM SHS | 337319107 |
| — | TALLGRASS ENERGY PARTNERS LP | 11,260 | $543 | 0.0% | $49.53 | — | COM UNIT | 874697105 |
| — | ADAMS DIVERSIFIED EQUITY FD | 41,052 | $540 | 0.0% | $12.89 | — | COM | 006212104 |
| — | APTEVO THERAPEUTICS INC | 211,017 | $540 | 0.0% | $2.56 | — | COM | 03835L108 |
| — | MACQUARIE GLBL INFRA TOTL RE | 24,589 | $536 | 0.0% | $21.35 | — | COM | 55608D101 |
| CQP | CHENIERE ENERGY PARTNERS LP | 18,085 | $529 | 0.0% | $29.83 | — | COM UNIT | 16411Q101 |
| — | TRI CONTL CORP | 24,194 | $517 | 0.0% | $20.13 | — | COM | 895436103 |
| — | ENLINK MIDSTREAM PARTNERS LP | 29,009 | $514 | 0.0% | $22.42 | — | COM UNIT REP LTD | 29336U107 |
| — | SUNOCO LOGISTICS PRTNRS L P | 17,976 | $511 | 0.0% | $40.97 | — | COM UNITS | 86764L108 |
| — | AMERIGAS PARTNERS L P | 10,964 | $501 | 0.0% | $46.56 | — | UNIT L P INT | 030975106 |
| — | GORES HLDGS INC | 414,965 | $498 | 0.0% | $0.27 | — | *W EXP 08/13/202 | 382866119 |
| — | ENBRIDGE ENERGY PARTNERS L P | 19,465 | $495 | 0.0% | $31.04 | — | COM | 29250R106 |
| — | AVID TECHNOLOGY INC | 600,000 | $494 | 0.0% | $0.68 | — | NOTE 2.000% 6/1 | 05367PAB6 |
| GEL | GENESIS ENERGY L P | 12,925 | $491 | 0.0% | $44.54 | — | UNIT LTD PARTN | 371927104 |
| — | CRESTWOOD EQUITY PARTNERS LP | 22,636 | $481 | 0.0% | $20.76 | — | UNIT LTD PARTNER | 226344208 |
| — | BUCKEYE PARTNERS L P | 6,687 | $479 | 0.0% | $72.42 | — | UNIT LTD PARTN | 118230101 |
| — | ADVENT CLAY CONV SEC INC FD | 81,875 | $471 | 0.0% | $6.72 | — | COM | 007639107 |
| — | QUINPARIO ACQUISITION CORP 2 | 3,132,626 | $470 | 0.0% | $0.30 | — | *W EXP 01/01/202 | 74874U119 |
| — | SPECTRA ENERGY PARTNERS LP | 10,414 | $455 | 0.0% | $49.66 | — | COM | 84756N109 |
| — | TESORO LOGISTICS LP | 9,250 | $448 | 0.0% | $44.97 | — | COM UNIT LP | 88160T107 |
| — | VALERO ENERGY PARTNERS LP | 10,221 | $447 | 0.0% | $47.94 | — | COM UNT REP LP | 91914J102 |
| — | HARMONY MERGER CORP | 1,631,880 | $446 | 0.0% | $0.40 | — | *W EXP 01/01/202 | 413247123 |
| — | GAIN CAP HLDGS INC | 450,000 | $430 | 0.0% | $1.08 | — | NOTE 4.125%12/0 | 36268WAB6 |
| — | AGROFRESH SOLUTIONS | 540,000 | $421 | 0.0% | $2.10 | — | *W EXP 07/31/202 | 00856G117 |
| — | ROYCE VALUE TR INC | 33,140 | $420 | 0.0% | $11.59 | — | COM | 780910105 |
| — | HENNESSY CAP ACQUISITION COR | 1,028,837 | $412 | 0.0% | $0.27 | — | *W EXP 07/28/202 | 42588J118 |
| — | PHILLIPS 66 PARTNERS LP | 8,245 | $401 | 0.0% | $66.74 | — | COM UNIT REP INT | 718549207 |
| MMLP | MARTIN MIDSTREAM PRTNRS L P | 18,768 | $376 | 0.0% | $31.78 | — | UNIT L P INT | 573331105 |
| — | QUORUM HEALTH CORP | 56,871 | $357 | 0.0% | $10.71 | — | COM | 74909E106 |
| JCI | JOHNSON CTLS INTL PLC | 7,282 | $339 | 0.0% | $33.21 | 0.0% | SHS | G51502105 |
| — | DELAWARE ENHANCED GBL DIV & | 30,618 | $310 | 0.0% | $10.03 | — | COM | 246060107 |
| — | SHELL MIDSTREAM PARTNERS L P | 9,609 | $308 | 0.0% | $41.52 | — | UNIT LTD INT | 822634101 |
| — | TEEKAY LNG PARTNERS L P | 20,319 | $307 | 0.0% | $26.79 | — | PRTNRSP UNITS | Y8564M105 |
| — | CONE MIDSTREAM PARTNERS LP | 16,400 | $297 | 0.0% | $9.89 | — | COM UNIT REPST | 206812109 |
| — | GLOBAL PARTNER ACQUISITION C | 1,068,000 | $288 | 0.0% | $0.27 | — | *W EXP 07/01/202 | 37954X113 |
| ARKR | ARK RESTAURANTS CORP | 12,578 | $286 | 0.0% | $17.61 | +1.1% | COM | 040712101 |
| — | RESOURCE CAP CORP | 275,000 | $271 | 0.0% | $0.92 | — | NOTE 6.000%12/0 | 76120WAA2 |
| — | CONYERS PK ACQUISITION | 25,000 | $269 | 0.0% | $10.76 | — | UNIT 99/99/99991 | 212894208 |
| — | SPROTT FOCUS TR INC | 38,154 | $263 | 0.0% | $6.74 | — | COM | 85208J109 |
| — | AVENUE INCOME CR STRATEGIES | 19,895 | $258 | 0.0% | $13.24 | — | COM | 05358E106 |
| — | TERRAPIN 3 ACQUISITION CORP | 1,428,000 | $258 | 0.0% | $0.32 | — | *W EXP 06/27/201 | 88104P112 |
| — | DISH NETWORK CORP | 4,289 | $235 | 0.0% | $54.79 | — | CL A | 25470M109 |
| — | LMP CAP & INCOME FD INC | 16,951 | $231 | 0.0% | $13.33 | — | COM | 50208A102 |
| — | CLOUGH GLOBAL EQUITY FD | 19,335 | $220 | 0.0% | $10.78 | — | COM | 18914C100 |
| — | CLOUGH GLOBAL DIVND AND INC | 17,902 | $217 | 0.0% | $12.12 | — | COM | 18913Y103 |
| — | EATON VANCE SR INCOME TR | 33,149 | $213 | 0.0% | $6.51 | — | SH BEN INT | 27826S103 |
| — | KLR ENERGY ACQUISITION CORP | 500,000 | $210 | 0.0% | $0.42 | — | *W EXP 09/16/202 | 49877M116 |
| — | SWISS HELVETIA FD INC | 18,215 | $195 | 0.0% | $11.44 | — | COM | 870875101 |
| — | FRANKLIN LTD DURATION INC TR | 16,100 | $195 | 0.0% | $12.15 | — | COM | 35472T101 |
| — | GABELLI HLTHCARE & WELLNESS | 18,462 | $192 | 0.0% | $11.22 | — | SHS | 36246K103 |
| — | NUVEEN MD PREM INCOME MUN FD | 13,491 | $187 | 0.0% | $12.74 | — | COM | 67061Q107 |
| — | BROOKFIELD GLOBL LISTED INFR | 13,163 | $181 | 0.0% | $13.73 | — | COM SHS | 11273Q109 |
| — | JASON INDS INC | 1,933,070 | $164 | 0.0% | $0.79 | — | *W EXP 06/30/201 | 471172114 |
| — | WESTERN ASSET WORLDWIDE INCO | 12,515 | $145 | 0.0% | $11.17 | — | COM | 957668106 |
| — | ROYCE MICRO-CAP TR INC | 17,425 | $136 | 0.0% | $7.55 | — | COM | 780915104 |
| — | TEMPLETON GLOBAL INCOME FD | 20,427 | $127 | 0.0% | $6.93 | — | COM | 880198106 |
| — | AROWANA INC | 800,000 | $103 | 0.0% | $0.28 | — | RIGHT 01/01/2017 | G05011120 |
| PANL | PANGAEA LOGISTICS SOLUTION L | 38,472 | $96 | 0.0% | $2.46 | -25.8% | SHS | G6891L105 |
| — | NUVEEN CR STRATEGIES INCM FD | 10,647 | $90 | 0.0% | $9.05 | — | COM SHS | 67073D102 |
| — | COMMUNITY HEALTH SYS INC NEW | 10,026,149 | $90 | 0.0% | $0.02 | — | RIGHT 99/99/9999 | 203668116 |
| — | PUTMAN HIGH INCOME SEC FUND | 10,692 | $86 | 0.0% | $8.08 | — | SHS BEN INT | 746779107 |
| — | PACIFIC SPL ACQUISITION CORP | 415,000 | $79 | 0.0% | $0.15 | — | RIGHT 03/15/2017 | G68588113 |
| — | BARINGTON HILCO ACQUISITION | 545,520 | $63 | 0.0% | $0.16 | — | *W EXP 02/11/201 | 06759V127 |
| — | ASSOCIATED BANC CORP | 23,450 | $59 | 0.0% | $2.52 | — | *W EXP 11/21/201 | 045487113 |
| — | BARINGTON HILCO ACQUISITION | 545,520 | $56 | 0.0% | $0.28 | — | RIGHT 02/13/2017 | 06759V119 |
| — | ORIGO ACQUISITION CORP | 350,000 | $56 | 0.0% | $0.13 | — | RIGHT 12/12/2016 | G67789134 |
| — | VANGUARD NAT RES LLC | 54,023 | $49 | 0.0% | $2.98 | — | COM UNIT | 92205F106 |
| — | AR CAP ACQUISITION CORP | 750,000 | $45 | 0.0% | $0.20 | — | *W EXP 10/06/201 | 00191R117 |
| — | JENSYN ACQUISITION CORP | 200,000 | $40 | 0.0% | $0.20 | — | RIGHT 99/99/9999 | 47632B128 |
| UUUU | ENERGY FUELS INC | 17,980 | $29 | 0.0% | $4.84 | -55.3% | COM NEW | 292671708 |
| — | JENSYN ACQUISITION CORP | 200,000 | $14 | 0.0% | $0.07 | — | *W EXP 03/01/202 | 47632B110 |
| — | VALLEY NATL BANCORP | 116,185 | $6 | 0.0% | $0.20 | — | *W EXP 11/14/201 | 919794131 |